CME Canadian Dollar Future June 2018

Trading Metrics calculated at close of trading on 18-Jun-2018

Day Change Summary
	Previous	Current
	15-Jun-2018	18-Jun-2018	Change	Change %	Previous Week
Open	0.7633	0.7577	-0.0056	-0.7%	0.7705
High	0.7633	0.7599	-0.0035	-0.5%	0.7723
Low	0.7571	0.7555	-0.0016	-0.2%	0.7571
Close	0.7587	0.7566	-0.0021	-0.3%	0.7587
Range	0.0062	0.0044	-0.0018	-29.0%	0.0152
ATR	0.0063	0.0061	-0.0001	-2.1%	0.0000
Volume	42,769	10,245	-32,524	-76.0%	442,597

Daily Pivots for day following 18-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.7705	0.7679	0.7590
R3	0.7661	0.7635	0.7578
R2	0.7617	0.7617	0.7574
R1	0.7591	0.7591	0.7570	0.7582
PP	0.7573	0.7573	0.7573	0.7568
S1	0.7548	0.7548	0.7562	0.7538
S2	0.7529	0.7529	0.7558
S3	0.7485	0.7504	0.7554
S4	0.7441	0.7460	0.7542

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.7987	0.7671
R3	0.7931	0.7835	0.7629
R2	0.7779	0.7779	0.7615
R1	0.7683	0.7683	0.7601	0.7655
PP	0.7627	0.7627	0.7627	0.7613
S1	0.7531	0.7531	0.7573	0.7503
S2	0.7475	0.7475	0.7559
S3	0.7323	0.7379	0.7545
S4	0.7171	0.7227	0.7503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7723	0.7555	0.0168	2.2%	0.0058	0.8%	7%	False	True	76,435
10	0.7780	0.7555	0.0225	3.0%	0.0060	0.8%	5%	False	True	82,391
20	0.7853	0.7555	0.0298	3.9%	0.0063	0.8%	4%	False	True	87,258
40	0.7862	0.7555	0.0307	4.1%	0.0059	0.8%	4%	False	True	81,009
60	0.7992	0.7555	0.0438	5.8%	0.0058	0.8%	3%	False	True	79,214
80	0.7992	0.7555	0.0438	5.8%	0.0058	0.8%	3%	False	True	67,491
100	0.8175	0.7555	0.0621	8.2%	0.0058	0.8%	2%	False	True	54,044
120	0.8175	0.7555	0.0621	8.2%	0.0057	0.7%	2%	False	True	45,059

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7785
2.618	0.7714
1.618	0.7670
1.000	0.7642
0.618	0.7626
HIGH	0.7599
0.618	0.7582
0.500	0.7577
0.382	0.7571
LOW	0.7555
0.618	0.7527
1.000	0.7511
1.618	0.7483
2.618	0.7439
4.250	0.7368

Fisher Pivots for day following 18-Jun-2018
Pivot	1 day	3 day
R1	0.7577	0.7639
PP	0.7573	0.7615
S1	0.7570	0.7590

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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